The intensified boiling and condensation wick structures of heat column were designed and manufactured by ploughing-extrusion （P-E） machining method.The forming process and mechanism were analyzed.The results show t...The intensified boiling and condensation wick structures of heat column were designed and manufactured by ploughing-extrusion （P-E） machining method.The forming process and mechanism were analyzed.The results show that the P-E depth plays a decisive role in forming of wick structure.The larger the P-E depth is,the better the surface characteristics are.Only when the groove spacing is in a certain range,superior surface structure can be formed in the wick.The better enhancement boiling structure forms at P-E depth of 0.3 mm,ringed groove spacing of 0.4 mm,and interior angle of radial groove of 3°;the better enhancement condensation structure forms at P-E depth of 0.3 mm,ringed groove spacing of 0.4 mm,and axial grooves spacing of π/3 mm.展开更多
Let BH={BHt,t≥0}be a fractional Brownian motion with Hurst index H∈(0,1).Inspired by pathwise integrals and Wick product,in this paper,we consider the forward and symmetric Wick-Itôintegrals with respect to BH ...Let BH={BHt,t≥0}be a fractional Brownian motion with Hurst index H∈(0,1).Inspired by pathwise integrals and Wick product,in this paper,we consider the forward and symmetric Wick-Itôintegrals with respect to BH as follows:∫t0us⋄d−BHs=limε↓01ε∫t0us⋄(BHs+ε−BHs)ds,∫t0us⋄d∘BHs=limε↓012ε∫t0us⋄(BHs+ε−BH(s−ε)∨0)ds,in probability,where◊denotes the Wick product.We show that the two integrals coincide with divergence-type integral of BH for all H∈(0,1).展开更多
研究了Hirst参数H>1/2分数Brown运动驱动的随机延迟微分方程(SDDE),随机积分如Duncan et al.[9]所定义的Wick-It■型随机积分,在系数具有充分正则性条件下,证明了随机延迟微分方程解的存在唯—性,其中利用了Malliavinφ-导数及随机...研究了Hirst参数H>1/2分数Brown运动驱动的随机延迟微分方程(SDDE),随机积分如Duncan et al.[9]所定义的Wick-It■型随机积分,在系数具有充分正则性条件下,证明了随机延迟微分方程解的存在唯—性,其中利用了Malliavinφ-导数及随机分析。展开更多
This paper studies the critical exercise price of American floating strike lookback options under the mixed jump-diffusion model. By using It formula and Wick-It-Skorohod integral, a new market pricing model estab...This paper studies the critical exercise price of American floating strike lookback options under the mixed jump-diffusion model. By using It formula and Wick-It-Skorohod integral, a new market pricing model established under the environment of mixed jumpdiffusion fractional Brownian motion. The fundamental solutions of stochastic parabolic partial differential equations are estimated under the condition of Merton assumptions. The explicit integral representation of early exercise premium and the critical exercise price are also given, then the American floating strike lookback options factorization formula is obtained, the results is generalized the classical Black-Scholes market pricing model.展开更多
This paper studies the insurer’s solvency ratio model in a class of mixed fractional Brownian motion(MFBM) market, where the prices of assets follow a Wick-It? stochastic differential equation driven by the MFBM, by ...This paper studies the insurer’s solvency ratio model in a class of mixed fractional Brownian motion(MFBM) market, where the prices of assets follow a Wick-It? stochastic differential equation driven by the MFBM, by the method of the stochastic calculus of the MFBM and the pricing formula of European call option for the MFBM, the explicit formula for the expected present value of shareholders’ terminal payoff is given. The model extends the existing results.展开更多
This paper surveys some results on Wick product and Wick renormalization. The framework is the abstract Wiener space. Some known results on Wick product and Wick renormalization in the white noise analysis framework a...This paper surveys some results on Wick product and Wick renormalization. The framework is the abstract Wiener space. Some known results on Wick product and Wick renormalization in the white noise analysis framework are presented for classical random variables. Some conditions are described for random variables whose Wick product or whose renormalization are integrable random variables. Relevant results on multiple Wiener integrals, second quantization operator, Malliavin calculus and their relations with the Wick product and Wick renormalization are also briefly presented. A useful tool for Wick product is the S-transform which is also described without the introduction of generalized random variables.展开更多
Micro-texturing has been widely proven to be an effective technology for achieving sustainable machining.However,the performance of micro-textured tools under different cooling conditions,especially their coupling eff...Micro-texturing has been widely proven to be an effective technology for achieving sustainable machining.However,the performance of micro-textured tools under different cooling conditions,especially their coupling effect on machined surface integrity,was scarcely reported.In this paper,the non-textured,linear micro-grooved,and curvilinear micro-grooved inserts were used to turn aluminum alloy 6061 under dry,emulsion,and liquid nitrogen cryogenic cooling conditions.The coupling effects of different micro-textures and cooling conditions on cutting force,cutting temperature,and machined surface integrity,including the surface roughness,work hardening,and residual stress,were revealed and discussed in detail.Results indicated that the micro-grooved tools,especially the curvilinear micro-grooved tools,not only reduced the cutting force and cutting temperature,but also improved the machined surface integrity.In addition,the micro-grooved tools can cooperate with the emulsion or liquid nitrogen to reduce the cutting force,cutting temperature,and improve the machined surface integrity generally,although the combination of emulsion cooling condition and micro-grooved tools generated negative coupling effects on cutting forces and surface work hardening.Especially,the combination of curvilinear micro-grooved cutting tools and cryogenic cooling condition resulted in the lowest cutting force and cutting temperature,which generated the surface with low roughness,weak work hardening,and compressive residual stress.展开更多
基金Project(U0834002) supported by the Joint Funds of NSFC-Guangdong of ChinaProject(2009ZM0121) supported by the Fundamental Research Funds for the Central Universities,China
文摘The intensified boiling and condensation wick structures of heat column were designed and manufactured by ploughing-extrusion （P-E） machining method.The forming process and mechanism were analyzed.The results show that the P-E depth plays a decisive role in forming of wick structure.The larger the P-E depth is,the better the surface characteristics are.Only when the groove spacing is in a certain range,superior surface structure can be formed in the wick.The better enhancement boiling structure forms at P-E depth of 0.3 mm,ringed groove spacing of 0.4 mm,and interior angle of radial groove of 3°;the better enhancement condensation structure forms at P-E depth of 0.3 mm,ringed groove spacing of 0.4 mm,and axial grooves spacing of π/3 mm.
基金This work was supported in part by the National Natural Science Foundation of China(Grant No.11971101).
文摘Let BH={BHt,t≥0}be a fractional Brownian motion with Hurst index H∈(0,1).Inspired by pathwise integrals and Wick product,in this paper,we consider the forward and symmetric Wick-Itôintegrals with respect to BH as follows:∫t0us⋄d−BHs=limε↓01ε∫t0us⋄(BHs+ε−BHs)ds,∫t0us⋄d∘BHs=limε↓012ε∫t0us⋄(BHs+ε−BH(s−ε)∨0)ds,in probability,where◊denotes the Wick product.We show that the two integrals coincide with divergence-type integral of BH for all H∈(0,1).
基金Supported by the Fundamental Research Funds of Lanzhou University of Finance and Economics(Lzufe2017C-09)
文摘This paper studies the critical exercise price of American floating strike lookback options under the mixed jump-diffusion model. By using It formula and Wick-It-Skorohod integral, a new market pricing model established under the environment of mixed jumpdiffusion fractional Brownian motion. The fundamental solutions of stochastic parabolic partial differential equations are estimated under the condition of Merton assumptions. The explicit integral representation of early exercise premium and the critical exercise price are also given, then the American floating strike lookback options factorization formula is obtained, the results is generalized the classical Black-Scholes market pricing model.
基金Supported by National Natural Science Foundation of China(71171003,71271003,and 11326121)Natural Science Foundation of Anhui Province(1508085MA02)+1 种基金Teaching Research Project of Anhui Province(2013jyxm111)Opening Project of Financial Engineering Research and Development Center of Anhui Polytechnic University(JRGCKF201502)
文摘This paper studies the insurer’s solvency ratio model in a class of mixed fractional Brownian motion(MFBM) market, where the prices of assets follow a Wick-It? stochastic differential equation driven by the MFBM, by the method of the stochastic calculus of the MFBM and the pricing formula of European call option for the MFBM, the explicit formula for the expected present value of shareholders’ terminal payoff is given. The model extends the existing results.
基金supported in part by the National Science Foundation under Grant No.DMS0504783the International Research Team on Complex Systems,Chines Academy of Sciences+2 种基金supported by the National Natural Science Foundation of China(No.10571167)the NationalBasic Research Program of China(973 Program)(No.2007CB814902)the Science Fund for CreativeResearch Groups(No.10721101)
文摘This paper surveys some results on Wick product and Wick renormalization. The framework is the abstract Wiener space. Some known results on Wick product and Wick renormalization in the white noise analysis framework are presented for classical random variables. Some conditions are described for random variables whose Wick product or whose renormalization are integrable random variables. Relevant results on multiple Wiener integrals, second quantization operator, Malliavin calculus and their relations with the Wick product and Wick renormalization are also briefly presented. A useful tool for Wick product is the S-transform which is also described without the introduction of generalized random variables.
基金financially supported by the National Natural Science Foundation of China(Grant Nos.52005281,52005215 and 52074161)the Natural Science Foundation of Shandong Province(Grant No.ZR2020QE181)the Open Research Fund of State Key Laboratory of High Performance Complex Manufacturing,Central South University(Grant No.Kfkt2020-06).
文摘Micro-texturing has been widely proven to be an effective technology for achieving sustainable machining.However,the performance of micro-textured tools under different cooling conditions,especially their coupling effect on machined surface integrity,was scarcely reported.In this paper,the non-textured,linear micro-grooved,and curvilinear micro-grooved inserts were used to turn aluminum alloy 6061 under dry,emulsion,and liquid nitrogen cryogenic cooling conditions.The coupling effects of different micro-textures and cooling conditions on cutting force,cutting temperature,and machined surface integrity,including the surface roughness,work hardening,and residual stress,were revealed and discussed in detail.Results indicated that the micro-grooved tools,especially the curvilinear micro-grooved tools,not only reduced the cutting force and cutting temperature,but also improved the machined surface integrity.In addition,the micro-grooved tools can cooperate with the emulsion or liquid nitrogen to reduce the cutting force,cutting temperature,and improve the machined surface integrity generally,although the combination of emulsion cooling condition and micro-grooved tools generated negative coupling effects on cutting forces and surface work hardening.Especially,the combination of curvilinear micro-grooved cutting tools and cryogenic cooling condition resulted in the lowest cutting force and cutting temperature,which generated the surface with low roughness,weak work hardening,and compressive residual stress.
